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非平稳弱负相关随机变量的重对数律 被引量:4

A law of the iterated logarithm for non stationary weakly negatively associated random vectors
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摘要 本文研究了 Rp中非平稳弱负相关随机变量的极限性质 ,在有限二阶矩条件下获得了重对数律的结果 . The aim of this paper is to establish a law of the iterated logarithm for non stationary weakly negatively associated random vectors in R p under the finite second moment.
出处 《浙江大学学报(理学版)》 CAS CSCD 2000年第6期689-699,共11页 Journal of Zhejiang University(Science Edition)
基金 Project supported by National Natural Science Foundation of China(19701011)
关键词 负相关 弱负相关 重对数律 negative association weak negative association the law of the iterated logarithm
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参考文献4

  • 1Zhang L X,Acta Math Hungar,2000年,86期,237页
  • 2Shao Q M,Stochastic Process Their Appl,1999年,86卷,139页
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同被引文献17

  • 1GAN Shixin,CHEN Pingyan.Some Limit Theorems for Weighted Sums of Random Variable Fields[J].Wuhan University Journal of Natural Sciences,2006,11(2):323-327. 被引量:2
  • 2苏淳,赵林城,王岳宝.NA序列的矩不等式与弱收敛[J].中国科学(A辑),1996,26(12):1091-1099. 被引量:88
  • 3JOAG-DEV K, PROSCHAN F. Negative association of random variables with applications[J]. Ann Statist,1983,11 (3) : 286-- 295.
  • 4MATULA P. A note on the almost sure convergence of sums of negatively dependent random variables[J].Statist Probab Lett, 1992,15 (3): 209 -- 213.
  • 5SHAO Qi-man. A comparison theorem on maximum inequalities between negatively associated and independent random variables [J]. J Theoret Probab,2000,13(2) :343--357.
  • 6SHAO Qi-man, SU Chun. The law of the iterated logarithm for negatively associated random variables[J]. Stochastic Processes & Their Appl, 1999,83 ( 1 ):139--148.
  • 7ZHANG Li-xin. A functional central limit theorem for asymptotically negatively dependent random variables[J]. Acta Math Hunger, 2000,86(3) :237--259.
  • 8ZHANG Li-xin, WEN Ji-wei. A weak convergence for negatively associated fields [J]. Statist Probab Lett,2001, 53(3) :259--267.
  • 9ZHANG Li-xin, WANG Xiu-yun. Convergence rates in the strong laws of asmptotically negatively associated random fields[J]. Appl Math-JCU (Ser B),2000,14(4) :406--416.
  • 10Etemandi N. On some elassieal results in probability theory[J]. Statist Probab Lett , 1998, 38(1) :27- 31.

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